Problem: problem_1, solution_status = optimal Timing: data_loading_time = 202.88, preprocessing_time = 4.64, solving_time = 285.40 Variables: optimal_point = point_problem_1 Objective: objective = 545.777473197 [1.019657293000E-05] Constraint: constraint_1 = -5.055514560995E-04 [-5.055514560995E-04] Constraint: constraint_2 = 1.028977063446E-12 [ 1.028977063446E-12] Constraint: constraint_3 = 7.450157916477E-13 [ 7.450157916477E-13] Constraint: constraint_4 = 1.234486441185E-12 [ 1.234486441185E-12] Constraint: constraint_5 = 1.356393859862E+02 [-1.563938598624E+01] Constraint: constraint_6 = 1.000000000003E+00 [ 3.145261828763E-12] Constraint: constraint_7 = vector_constraint_7 Function: pm_pen_g(0,matrix_example_0_1_m) = 9.722148540129E-01 Function: pm_pen_g(0,matrix_example_0_2_m) = 9.558241729744E-01 Function: pm_pen_g(0,matrix_example_0_3_m) = 9.352205894778E-01 Function: pm_pen_g(0,matrix_example_0_4_m) = 9.159274151798E-01 Function: pm_pen_g(0,matrix_example_0_5_m) = 8.979464470653E-01 Function: pm_pen_g(0,matrix_example_1_1_m) = 1.105231207277E-01 Function: pm_pen_g(0,matrix_example_1_2_m) = 1.230525123796E-01 Function: pm_pen_g(0,matrix_example_1_3_m) = 1.353468189611E-01 Function: pm_pen_g(0,matrix_example_1_4_m) = 1.458884433025E-01 Function: pm_pen_g(0,matrix_example_1_5_m) = 1.555943665589E-01 Function: pm_pen_g(0,matrix_example_2_1_m) = 1.105231207275E-01 Function: pm_pen_g(0,matrix_example_2_2_m) = 1.230525123795E-01 Function: pm_pen_g(0,matrix_example_2_3_m) = 1.353468189610E-01 Function: pm_pen_g(0,matrix_example_2_4_m) = 1.458884433024E-01 Function: pm_pen_g(0,matrix_example_2_5_m) = 1.555943665588E-01 Function: pm_pen_g(0,matrix_example_3_1_m) = 1.045007115339E-01 Function: pm_pen_g(0,matrix_example_3_2_m) = 1.157479585769E-01 Function: pm_pen_g(0,matrix_example_3_3_m) = 1.269992566861E-01 Function: pm_pen_g(0,matrix_example_3_4_m) = 1.365978966911E-01 Function: pm_pen_g(0,matrix_example_3_5_m) = 1.457687297415E-01 Function: pm_pen_g(0,matrix_example_4_1_m) = 8.751610904607E-02 Function: pm_pen_g(0,matrix_example_4_2_m) = 9.616478847716E-02 Function: pm_pen_g(0,matrix_example_4_3_m) = 1.041641000157E-01 Function: pm_pen_g(0,matrix_example_4_4_m) = 1.112816592471E-01 Function: pm_pen_g(0,matrix_example_4_5_m) = 1.183298142097E-01 Function: cvar_risk(0.990487,lmax(matrix_example_1_1_m,matrix_example_1_2_m,matrix_example_1_3_m,matrix_example_1_4_m,matrix_example_1_5_m)) = -5.055514560995E-04 Function: cvar_risk(0.9907588,lmax(matrix_example_2_1_m,matrix_example_2_2_m,matrix_example_2_3_m,matrix_example_2_4_m,matrix_example_2_5_m)) = 1.028977063446E-12 Function: cvar_risk(0.985051,lmax(matrix_example_3_1_m,matrix_example_3_2_m,matrix_example_3_3_m,matrix_example_3_4_m,matrix_example_3_5_m)) = 7.450157916477E-13 Function: cvar_risk(0.9499888,lmax(matrix_example_4_1_m,matrix_example_4_2_m,matrix_example_4_3_m,matrix_example_4_4_m,matrix_example_4_5_m)) = 1.234486441185E-12 Function: linear(matrix_spread) = 1.356393859862E+02 Function: linear(matrix_budget) = 1.000000000003E+00 Function: linearmulti(block(5,matrix_order_1)) = vector_constraint_7